-82.2%
MARA vs MNST
+344.7%
-426.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -4.3% |
| 7D | +10.1% | +1.6% | +8.5% | +8.7% |
| 30D | -15.1% | +5.1% | -20.1% | -19.1% |
| 3M | -24.1% | -0.5% | -23.6% | -25.6% |
| 6M | -45.2% | +8.1% | -53.3% | -50.2% |
| YTD | -22.2% | +21.2% | -43.4% | -36.6% |
| 1Y | -45.3% | +30.7% | -76.0% | -58.2% |
| 3Y | -23.9% | +67.3% | -91.2% | -56.5% |
| 5Y | -90.8% | +101.9% | -192.7% | -95.5% |
| All | -82.2% | +344.7% | -426.9% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling